2.67Open2.51Pre Close3 Volume6 Open Interest91.00Strike Price801.00Turnover55.63%IV0.07%PremiumDec 27, 2024Expiry Date2.60Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9196Delta0.0786Gamma34.99Leverage Ratio-0.2946Theta0.0011Rho32.18Eff Leverage0.0051Vega